1.52Open6.72Pre Close13 Volume107 Open Interest146.00Strike Price2.79KTurnover33.22%IV0.61%PremiumSep 27, 2024Expiry Date1.35Intrinsic Value100Multiplier3DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.6326Delta0.0864Gamma58.36Leverage Ratio-0.3221Theta0.0072Rho36.91Eff Leverage0.0495Vega